cmp::grid::FaureGrid Class Reference

Faure low-discrepancy sequence grid generator. More...

#include <grid.h>

Inheritance diagram for cmp::grid::FaureGrid:

Collaboration diagram for cmp::grid::FaureGrid:

Public Member Functions
	FaureGrid (const Eigen::Ref< const Eigen::VectorXd > &lowerBound, const Eigen::Ref< const Eigen::VectorXd > &upperBound, unsigned int seed=42)
	Constructs a FaureGrid generator.
Eigen::MatrixXd	construct (const size_t &nPoints) override
	Constructs a matrix of Faure points.
Eigen::VectorXd	operator() ()
	Evaluates a single Faure sample.
size_t	dim () const override
	Returns the dimension of the domain.
Public Member Functions inherited from cmp::grid::Grid
virtual	~Grid ()=default

Private Attributes
boost::random::faure	gen_
	Faure sequence generator.
std::default_random_engine	rng_
	Random engine for shuffling.
size_t	dimension_
	Number of dimensions.
Eigen::VectorXd	lowerBound_
	Lower bounds vector.
Eigen::VectorXd	upperBound_
	Upper bounds vector.

Detailed Description

Faure low-discrepancy sequence grid generator.

Mathematical Formulation Uses the Faure sequence (often used in prime base) to generate quasi-random samples with low discrepancy.

Constructor & Destructor Documentation

FaureGrid()

cmp::grid::FaureGrid::FaureGrid ( const Eigen::Ref< const Eigen::VectorXd > &  lowerBound, const Eigen::Ref< const Eigen::VectorXd > &  upperBound, unsigned int  seed = 42  )

inline

Constructs a FaureGrid generator.

Parameters

lowerBound	Lower bounds of the domain.
upperBound	Upper bounds of the domain.
seed	Seed for the random shuffle generator.

Member Function Documentation

construct()

Eigen::MatrixXd cmp::grid::FaureGrid::construct ( const size_t &  nPoints )

inlineoverridevirtual

Constructs a matrix of Faure points.

Parameters

nPoints

Number of points to generate.

Implements cmp::grid::Grid.

dim()

size_t cmp::grid::FaureGrid::dim ( ) const

inlineoverridevirtual

Returns the dimension of the domain.

Implements cmp::grid::Grid.

operator()()

Eigen::VectorXd cmp::grid::FaureGrid::operator() ( )

inline

Evaluates a single Faure sample.

Member Data Documentation

dimension_

size_t cmp::grid::FaureGrid::dimension_

private

Number of dimensions.

gen_

boost::random::faure cmp::grid::FaureGrid::gen_

private

Faure sequence generator.

lowerBound_

Eigen::VectorXd cmp::grid::FaureGrid::lowerBound_

private

Lower bounds vector.

rng_

std::default_random_engine cmp::grid::FaureGrid::rng_

private

Random engine for shuffling.

upperBound_

Eigen::VectorXd cmp::grid::FaureGrid::upperBound_

private

Upper bounds vector.

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The documentation for this class was generated from the following file:

• include/grid.h